+130.3%
MRK vs QID
-80.2%
+210.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -1.8% |
| 7D | -5.0% | +2.7% | -7.8% | -4.9% |
| 30D | +11.0% | +3.3% | +7.6% | +11.1% |
| 3M | +22.4% | -5.5% | +27.9% | +22.1% |
| 6M | +25.4% | -28.4% | +53.8% | +23.2% |
| YTD | +39.5% | -26.6% | +66.1% | +37.3% |
| 1Y | +78.0% | -34.1% | +112.1% | +74.2% |
| 3Y | +45.5% | -73.7% | +119.2% | +36.1% |
| 5Y | +130.3% | -80.7% | +210.9% | +111.4% |
| All | +130.3% | -80.2% | +210.5% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling